See what I'm trying to do? This example fails because Go is actually not a T-SQL command but it something recognised by the query analyser/SQL management studio and produces an error. Remove the Go and it also fails because Create Proc must be the first line of the script. Arrgg!!

The syntax of T-SQL doesn't allow you do things like this:

Create [OtherDatabase].[dbo].[Test]

Which is a shame as it would work a treat! You can do that with Select statements, shame it's inconsistent: